After our stroller was surprisingly stolen from our front porch (one we spent a ridiculously amount on and used only a handful of times), we went to Toys 'R Us and found the cheapest (but safe) one that would hold an infant. Since that purchase, we've been "getting it just right" - adding: an infant insert for head support, a foot muff, a rain guard, hooks for groceries and bags, and a cup holder (the bare necessities). Now we can get around town comfortably and still fit through the ticket entrances of the train stations.
Lola falls asleep almost instantly when she's put in and she sleeps in her little bubble for 3-4 hours without making a peep. We've been using the rain guard to keep the cold wind (and germs and unwanted hands) off of her, because it's been a bit chilly here. Max has resolved to walking and knows the stroller is just for Lola (after a minor fiasco after our first outing).